26.08.2021 19:48
Risk parameters for new shares
New shares will be accepted to margin trading starting from September 1, 2021. From this date on, risk parameters will be applied according to the table below.
- Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
| № | Ticker | Name | Market risk rates, % | Concentration limits, number of securities | Ban on short selling | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | MSCI-RM | MSCI Inc | 16% | 25% | 35% | 1 076 | 5 380 | No | No |
| 2 | KMI-RM | Kinder Morgan | 19% | 31% | 43% | 41 025 | 205 125 | No | No |
| 3 | FNKO-RM | Funko Inc | 29% | 46% | 65% | 33 219 | 166 095 | No | No |
| 4 | PBF-RM | PBF Energy Inc Company | 39% | 61% | 86% | 69 017 | 345 085 | No | No |
| 5 | CLF-RM | Cleveland-Cliffs | 40% | 63% | 89% | 27 455 | 137 275 | No | No |
| 6 | PINS-RM | Pinterest Inc | 20% | 31% | 44% | 12 029 | 60 145 | No | No |
| 7 | BILI-RM | Bilibili Inc | 26% | 41% | 57% | 8 486 | 42 430 | No | No |
| 8 | SEDG-RM | SolarEdge Technologies Inc | 26% | 41% | 58% | 2 401 | 12 005 | No | No |
| 9 | KLAC-RM | KLA Corp | 17% | 27% | 38% | 2 023 | 10 115 | No | No |
| 10 | LTHM-RM | Livent Corp | 29% | 46% | 65% | 26 654 | 133 270 | No | No |
| 11 | KEY-RM | KeyCorp | 19% | 29% | 41% | 32 407 | 162 035 | No | No |
| 12 | DVN-RM | Devon Energy Corp | 24% | 37% | 53% | 23 108 | 115 540 | No | No |
| 13 | RF-RM | Regions Financial Corp | 20% | 31% | 44% | 32 283 | 161 415 | No | No |
| 14 | AFL-RM | Aflac Inc | 16% | 25% | 35% | 11 831 | 59 155 | No | No |
| 15 | NVR-RM | NVR | 17% | 26% | 37% | 130 | 650 | No | No |
| 16 | ED-RM | Consolidated Edison | 13% | 20% | 28% | 8 977 | 44 885 | No | No |
| 17 | ROP-RM | Roper Technologies | 14% | 22% | 31% | 1 409 | 7 045 | No | No |
| 18 | DOV-RM | Dover Corp | 14% | 22% | 31% | 3 873 | 19 365 | No | No |
| 19 | TROW-RM | T Rowe Price Group Inc | 14% | 22% | 31% | 3 081 | 15 405 | No | No |
| 20 | AIZ-RM | ASSURANT INC | 15% | 23% | 32% | 4 003 | 20 015 | No | No |
| 21 | GWW-RM | WW Grainger | 15% | 23% | 33% | 1 550 | 7 750 | No | No |
| 22 | GPC-RM | Genuine Parts | 15% | 23% | 33% | 5 417 | 27 085 | No | No |
| 23 | ANSS-RM | ANSYS INC | 15% | 24% | 34% | 1 847 | 9 235 | No | No |
| 24 | CINF-RM | Cincinnati Financial Corp | 15% | 24% | 34% | 5 411 | 27 055 | No | No |
| 25 | CTAS-RM | Cintas Corporation | 15% | 24% | 34% | 1 723 | 8 615 | No | No |
| 26 | MKC-RM | McCormick & Company | 13% | 21% | 29% | 7 897 | 39 485 | No | No |
| 27 | ADP-RM | Automatic Data Processing Inc | 13% | 21% | 30% | 3 245 | 16 225 | No | No |
| 28 | JPM-RM | JPMorgan Chase & Co | 16% | 25% | 35% | 4 199 | 20 995 | No | No |
| 29 | WMB-RM | Williams Comp | 23% | 36% | 51% | 27 478 | 137 390 | No | No |
| 30 | SHW-RM | Sherwin-Williams | 14% | 22% | 31% | 2 232 | 11 160 | No | No |
| 31 | VFC-RM | VF Corp | 17% | 26% | 37% | 8 768 | 43 840 | No | No |
| 32 | APD-RM | Air Products & Chemicals | 15% | 23% | 32% | 2 510 | 12 550 | No | No |
| 33 | LEG-RM | Leggett & Platt | 18% | 28% | 40% | 13 728 | 68 640 | No | No |
| 34 | TDY-RM | Teledyne Technologies | 16% | 25% | 35% | 1 475 | 7 375 | No | No |
| 35 | GD-RM | General Dynamics | 13% | 20% | 28% | 3 390 | 16 950 | No | No |
| 36 | ITW-RM | Illinois Tool Works | 13% | 20% | 29% | 2 930 | 14 650 | No | No |
| 37 | MO-RM | Altria Group | 13% | 21% | 29% | 13 889 | 69 445 | No | No |
| 38 | BDX-RM | Becton Dickinson and Co | 13% | 21% | 30% | 2 736 | 13 680 | No | No |
| 39 | EXPD-RM | Expeditors International | 13% | 20% | 28% | 5 443 | 27 215 | No | No |
| 40 | CAH-RM | Cardinal Health | 16% | 25% | 35% | 13 051 | 65 255 | No | No |
| 41 | J-RM | JACOBS ENGINEERING GROUP INC | 15% | 24% | 34% | 4 991 | 24 955 | No | No |
| 42 | REGI-RM | Renewable Energy Group | 24% | 38% | 54% | 13 199 | 65 995 | No | No |
| 43 | HBAN-RM | Huntington Bancshares Inc/OH | 19% | 30% | 43% | 43 174 | 215 870 | No | No |
| 44 | ADM-RM | Archer Daniels Midland | 14% | 21% | 30% | 11 205 | 56 025 | No | No |
| 45 | FFIV-RM | F5 NETWORKS INC | 17% | 27% | 38% | 3 282 | 16 410 | No | No |
| 46 | TSM-RM | Taiwan Semiconductor Manufacturing | 14% | 23% | 32% | 5 774 | 28 870 | No | No |
| 47 | WBA-RM | Walgreens Boots Alliance | 18% | 28% | 39% | 13 889 | 69 445 | No | No |
| 48 | PBCT-RM | People's United Financial Inc | 25% | 39% | 55% | 41 000 | 205 000 | No | No |
| 49 | PPG-RM | PPG Industries | 15% | 23% | 33% | 4 135 | 20 675 | No | No |
| 50 | WST-RM | West Pharmaceutical Services I | 15% | 23% | 33% | 1 520 | 7 600 | No | No |
| 51 | AOS-RM | A O Smith Corp | 14% | 22% | 31% | 9 352 | 46 760 | No | No |
| 52 | HOOD-RM | Robinhood Markets, Inc. | 100% | 100% | 100% | 13 795 | 68 975 | No | No |
| 53 | BEN-RM | Franklin Resources Inc | 17% | 27% | 39% | 20 764 | 103 820 | No | No |
| 54 | ALB-RM | Albemarle Corp | 21% | 33% | 46% | 2 885 | 14 425 | No | No |
| 55 | PAYC-RM | PAYCOM SOFTWARE INC | 21% | 33% | 47% | 1 396 | 6 980 | No | No |
| 56 | KMB-RM | Kimberly-Clark Corp | 13% | 21% | 29% | 4 978 | 24 890 | No | No |
| 57 | VMC-RM | Vulcan Materials | 16% | 26% | 36% | 3 564 | 17 820 | No | No |
| 58 | HRL-RM | Hormel Foods | 13% | 21% | 30% | 14 899 | 74 495 | No | No |
| 59 | ENPH-RM | Enphase Energy Inc | 42% | 67% | 95% | 3 908 | 19 540 | No | No |
| 60 | NWS-RM | News Corp | 18% | 28% | 40% | 30 726 | 153 630 | No | No |
| 61 | CLX-RM | Clorox Company | 15% | 23% | 33% | 4 099 | 20 495 | No | No |
| 62 | TYL-RM | TYLER TECHNOLOGIES INC | 16% | 25% | 35% | 1 420 | 7 100 | No | No |
| 63 | ABMD-RM | ABIOMED INC | 22% | 36% | 50% | 1 887 | 9 435 | No | No |
| 64 | QDEL-RM | Quidel Corporation | 34% | 54% | 76% | 5 569 | 27 845 | No | No |
| 65 | SYY-RM | Sysco | 32% | 50% | 71% | 8 537 | 42 685 | No | No |
| 66 | BFB-RM | Brown Forman Corp | 13% | 21% | 30% | 9 737 | 48 685 | No | No |
| 67 | FSLR-RM | First Solar Inc | 24% | 37% | 53% | 7 216 | 36 080 | No | No |
| 68 | OSUR-RM | OraSure Technologies Inc | 40% | 63% | 89% | 63 088 | 315 440 | No | No |
| 69 | BYND-RM | Beyond Meat Inc | 100% | 100% | 100% | 5 524 | 27 620 | No | No |
| 70 | TDOC-RM | Teladoc Inc | 44% | 70% | 99% | 4 671 | 23 355 | No | No |
| 71 | FSLY-RM | Fastly Inc | 100% | 100% | 100% | 15 249 | 76 245 | No | No |
| 72 | SRPT-RM | Sarepta Therapeutics Inc | 100% | 100% | 100% | 8 452 | 42 260 | No | No |
| 73 | ACAD-RM | ACADIA Pharmaceuticals Inc | 100% | 100% | 100% | 39 329 | 196 645 | No | No |
| 74 | PLUG-RM | Plug Power Inc | 100% | 100% | 100% | 25 584 | 127 920 | No | No |
| 75 | HRTX-RM | Heron Therapeuti | 100% | 100% | 100% | 58 048 | 290 240 | No | No |
| 76 | ATO-RM | Atmos Energy Corp | 12% | 19% | 27% | 6 931 | 34 655 | No | No |
| 77 | XPEV-RM | Xpeng Inc | 100% | 100% | 100% | 16 532 | 82 660 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | MSCI-RM | MSCI Inc | 7.00% | 5.00% |
| 2 | KMI-RM | Kinder Morgan | 8.00% | 6.00% |
| 3 | FNKO-RM | Funko Inc | 11.00% | 9.00% |
| 4 | PBF-RM | PBF Energy Inc Company | 0.00% | 0.00% |
| 5 | CLF-RM | Cleveland-Cliffs | 0.00% | 0.00% |
| 6 | PINS-RM | Pinterest Inc | 20.00% | 18.00% |
| 7 | BILI-RM | Bilibili Inc | 7.00% | 5.00% |
| 8 | SEDG-RM | SolarEdge Technologies Inc | 11.00% | 9.00% |
| 9 | KLAC-RM | KLA Corp | 9.00% | 7.00% |
| 10 | LTHM-RM | Livent Corp | 8.00% | 6.00% |
| 11 | KEY-RM | KeyCorp | 9.00% | 7.00% |
| 12 | DVN-RM | Devon Energy Corp | 9.00% | 7.00% |
| 13 | RF-RM | Regions Financial Corp | 8.00% | 6.00% |
| 14 | AFL-RM | Aflac Inc | 11.00% | 9.00% |
| 15 | NVR-RM | NVR | 11.00% | 9.00% |
| 16 | ED-RM | Consolidated Edison | 9.00% | 7.00% |
| 17 | ROP-RM | Roper Technologies | 8.00% | 6.00% |
| 18 | DOV-RM | Dover Corp | 10.00% | 8.00% |
| 19 | TROW-RM | T Rowe Price Group Inc | 10.00% | 8.00% |
| 20 | AIZ-RM | ASSURANT INC | 8.00% | 6.00% |
| 21 | GWW-RM | WW Grainger | 10.00% | 8.00% |
| 22 | GPC-RM | Genuine Parts | 9.00% | 7.00% |
| 23 | ANSS-RM | ANSYS INC | 7.00% | 5.00% |
| 24 | CINF-RM | Cincinnati Financial Corp | 8.00% | 6.00% |
| 25 | CTAS-RM | Cintas Corporation | 8.00% | 6.00% |
| 26 | MKC-RM | McCormick & Company | 8.00% | 6.00% |
| 27 | ADP-RM | Automatic Data Processing Inc | 8.00% | 6.00% |
| 28 | JPM-RM | JPMorgan Chase & Co | 9.00% | 7.00% |
| 29 | WMB-RM | Williams Comp | 11.00% | 9.00% |
| 30 | SHW-RM | Sherwin-Williams | 9.00% | 7.00% |
| 31 | VFC-RM | VF Corp | 9.00% | 7.00% |
| 32 | APD-RM | Air Products & Chemicals | 7.00% | 5.00% |
| 33 | LEG-RM | Leggett & Platt | 9.00% | 7.00% |
| 34 | TDY-RM | Teledyne Technologies | 9.00% | 7.00% |
| 35 | GD-RM | General Dynamics | 9.00% | 7.00% |
| 36 | ITW-RM | Illinois Tool Works | 9.00% | 7.00% |
| 37 | MO-RM | Altria Group | 8.00% | 6.00% |
| 38 | BDX-RM | Becton Dickinson and Co | 7.00% | 5.00% |
| 39 | EXPD-RM | Expeditors International | 9.00% | 7.00% |
| 40 | CAH-RM | Cardinal Health | 8.00% | 6.00% |
| 41 | J-RM | JACOBS ENGINEERING GROUP INC | 8.00% | 6.00% |
| 42 | REGI-RM | Renewable Energy Group | 13.00% | 11.00% |
| 43 | HBAN-RM | Huntington Bancshares Inc/OH | 7.00% | 5.00% |
| 44 | ADM-RM | Archer Daniels Midland | 8.00% | 6.00% |
| 45 | FFIV-RM | F5 NETWORKS INC | 7.00% | 5.00% |
| 46 | TSM-RM | Taiwan Semiconductor Manufacturing | 7.00% | 5.00% |
| 47 | WBA-RM | Walgreens Boots Alliance | 6.00% | 4.00% |
| 48 | PBCT-RM | People's United Financial Inc | 1.00% | 0.00% |
| 49 | PPG-RM | PPG Industries | 8.00% | 6.00% |
| 50 | WST-RM | West Pharmaceutical Services I | 8.00% | 6.00% |
| 51 | AOS-RM | A O Smith Corp | 8.00% | 6.00% |
| 52 | HOOD-RM | Robinhood Markets, Inc. | 0.00% | 0.00% |
| 53 | BEN-RM | Franklin Resources Inc | 8.00% | 6.00% |
| 54 | ALB-RM | Albemarle Corp | 6.00% | 4.00% |
| 55 | PAYC-RM | PAYCOM SOFTWARE INC | 10.00% | 8.00% |
| 56 | KMB-RM | Kimberly-Clark Corp | 7.00% | 5.00% |
| 57 | VMC-RM | Vulcan Materials | 10.00% | 8.00% |
| 58 | HRL-RM | Hormel Foods | 7.00% | 5.00% |
| 59 | ENPH-RM | Enphase Energy Inc | 4.00% | 2.00% |
| 60 | NWS-RM | News Corp | 7.00% | 5.00% |
| 61 | CLX-RM | Clorox Company | 6.00% | 4.00% |
| 62 | TYL-RM | TYLER TECHNOLOGIES INC | 9.00% | 7.00% |
| 63 | ABMD-RM | ABIOMED INC | 13.00% | 11.00% |
| 64 | QDEL-RM | Quidel Corporation | 2.00% | 0.00% |
| 65 | SYY-RM | Sysco | 0.00% | 0.00% |
| 66 | BFB-RM | Brown Forman Corp | 9.00% | 7.00% |
| 67 | FSLR-RM | First Solar Inc | 9.00% | 7.00% |
| 68 | OSUR-RM | OraSure Technologies Inc | 0.00% | 0.00% |
| 69 | BYND-RM | Beyond Meat Inc | 0.00% | 0.00% |
| 70 | TDOC-RM | Teladoc Inc | 0.00% | 0.00% |
| 71 | FSLY-RM | Fastly Inc | 0.00% | 0.00% |
| 72 | SRPT-RM | Sarepta Therapeutics Inc | 0.00% | 0.00% |
| 73 | ACAD-RM | ACADIA Pharmaceuticals Inc | 0.00% | 0.00% |
| 74 | PLUG-RM | Plug Power Inc | 0.00% | 0.00% |
| 75 | HRTX-RM | Heron Therapeuti | 0.00% | 0.00% |
| 76 | ATO-RM | Atmos Energy Corp | 9.00% | 7.00% |
| 77 | XPEV-RM | Xpeng Inc | 0.00% | 0.00% |